Trading Metrics calculated at close of trading on 16-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
1,310.2 |
1,297.2 |
-13.0 |
-1.0% |
1,322.0 |
High |
1,315.8 |
1,305.5 |
-10.3 |
-0.8% |
1,347.5 |
Low |
1,294.4 |
1,296.3 |
1.9 |
0.1% |
1,313.3 |
Close |
1,298.5 |
1,301.3 |
2.8 |
0.2% |
1,338.9 |
Range |
21.4 |
9.2 |
-12.2 |
-57.0% |
34.2 |
ATR |
16.2 |
15.7 |
-0.5 |
-3.1% |
0.0 |
Volume |
24,851 |
23,159 |
-1,692 |
-6.8% |
132,269 |
|
Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,328.6 |
1,324.2 |
1,306.4 |
|
R3 |
1,319.4 |
1,315.0 |
1,303.8 |
|
R2 |
1,310.2 |
1,310.2 |
1,303.0 |
|
R1 |
1,305.8 |
1,305.8 |
1,302.1 |
1,308.0 |
PP |
1,301.0 |
1,301.0 |
1,301.0 |
1,302.2 |
S1 |
1,296.6 |
1,296.6 |
1,300.5 |
1,298.8 |
S2 |
1,291.8 |
1,291.8 |
1,299.6 |
|
S3 |
1,282.6 |
1,287.4 |
1,298.8 |
|
S4 |
1,273.4 |
1,278.2 |
1,296.2 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,435.8 |
1,421.6 |
1,357.7 |
|
R3 |
1,401.6 |
1,387.4 |
1,348.3 |
|
R2 |
1,367.4 |
1,367.4 |
1,345.2 |
|
R1 |
1,353.2 |
1,353.2 |
1,342.0 |
1,360.3 |
PP |
1,333.2 |
1,333.2 |
1,333.2 |
1,336.8 |
S1 |
1,319.0 |
1,319.0 |
1,335.8 |
1,326.1 |
S2 |
1,299.0 |
1,299.0 |
1,332.6 |
|
S3 |
1,264.8 |
1,284.8 |
1,329.5 |
|
S4 |
1,230.6 |
1,250.6 |
1,320.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,347.5 |
1,294.4 |
53.1 |
4.1% |
18.4 |
1.4% |
13% |
False |
False |
26,238 |
10 |
1,347.5 |
1,294.4 |
53.1 |
4.1% |
15.5 |
1.2% |
13% |
False |
False |
21,976 |
20 |
1,347.5 |
1,268.0 |
79.5 |
6.1% |
15.8 |
1.2% |
42% |
False |
False |
12,776 |
40 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
13.6 |
1.0% |
56% |
False |
False |
7,805 |
60 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.0 |
1.1% |
56% |
False |
False |
5,901 |
80 |
1,347.5 |
1,241.7 |
105.8 |
8.1% |
14.1 |
1.1% |
56% |
False |
False |
4,847 |
100 |
1,390.8 |
1,241.7 |
149.1 |
11.5% |
14.6 |
1.1% |
40% |
False |
False |
4,157 |
120 |
1,390.8 |
1,241.0 |
149.8 |
11.5% |
14.6 |
1.1% |
40% |
False |
False |
3,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,344.6 |
2.618 |
1,329.6 |
1.618 |
1,320.4 |
1.000 |
1,314.7 |
0.618 |
1,311.2 |
HIGH |
1,305.5 |
0.618 |
1,302.0 |
0.500 |
1,300.9 |
0.382 |
1,299.8 |
LOW |
1,296.3 |
0.618 |
1,290.6 |
1.000 |
1,287.1 |
1.618 |
1,281.4 |
2.618 |
1,272.2 |
4.250 |
1,257.2 |
|
|
Fisher Pivots for day following 16-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
1,301.2 |
1,318.3 |
PP |
1,301.0 |
1,312.6 |
S1 |
1,300.9 |
1,307.0 |
|